Welcome

Welcome to the AlphaPy wiki!

Some of the things we have done and plan to do over the next year or so:

• IEX Integration: We just integrated the IEX data and having the five years of history was really necessary for training some of our models. Thanks to the IEX for a great API.

• Model Tracking: Write a pipeline to track market and sports predictions over time. Determine the best interval for model recalibration and how effective predictions last into the future.

• Sports Data APIs: We currently have limited sports history and want to integrate some feeds such as SportRadar, NFL, etc. Many of these feeds are pricy, but the first step is to expand history for major professional and college sports.

• Feature Importance Names, SHAP and LIME support.

• Cryptocurrency Integration: Although we currently do not support any crypto feeds such as CryptoCompare, you can still drop data into the local schema.

• Better Examples: We have been lazy on the examples. More to come.

• Symbol Groups, e.g., Quantopian pipeline exports or stock screeners.

• We are considering a Flask app or Plotly Dash front-end but this is lower priority for now.

Please feel free to contribute other ideas for enhancements, and thanks for your support.